-30.9%
CIFR vs DASH
-0.6%
-30.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.7% | +3.3% | +3.7% |
| 7D | -0.7% | -4.8% | +4.1% | +0.6% |
| 30D | -49.6% | -7.9% | -41.7% | -48.4% |
| 3M | -60.4% | -16.3% | -44.0% | -57.8% |
| 6M | -66.9% | +10.4% | -77.2% | -70.5% |
| YTD | -53.9% | -20.1% | -33.8% | -51.9% |
| 1Y | -67.1% | -11.4% | -55.7% | -67.9% |
| 3Y | +118.3% | +114.1% | +4.2% | +38.3% |
| 5Y | -26.9% | -5.8% | -21.1% | -49.0% |
| All | -30.9% | -0.6% | -30.4% | -52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DASH.
Daily Out/Under-Performance
Portfolio return minus DASH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DASH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DASH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling